Leonardo DiCaprio makes an appearance on The Ellen DeGeneres Show on Tuesday, and the 39-year-old actor chats about shooting The Wolf Of Wall Street and (gasp!) getting stuck IN a cage with a great white shark.

On shooting the scene in which Jonah Hill's character hurls ham onto his face, Leo tells Ellen:
    "I appreciate that and it all resulted in this insane sequence in the end where Jonah decides to stuff ham into his mouth as well and crashes into a plate glass table and we were doing this CPR sequence and you know the big challenge that day we had to do 70 takes because they couldn't get this ham to stick on my face and they had to put K-Y Jelly and there's literally a guy there behind this giant window with a plastic spoon just flicking ham on my face all day long as I'm doing this insane sequence. But it was almost, it was one of the most surreal things I've ever done in my entire career."

Leo doesn't touch on the criticism the film has received for its excessive nudity, but he does talk about something even more interesting -- nearly dying in South Africa when a great white shark busted into his cage. "I went scuba diving looking for sharks and I had a huge fear of sharks and when I did Blood Diamond in 2006 -- I actually got stuck in a cage with a great white, which was awesome."

Ellen asked, "What do you mean it was in with you? How did you survive that?" to which Leo replied, "They actually said in 30 years this is has never happened but the tuna kind of got stuck in the top of the cage and the great white kept on and tried to bite it and went into the cage with me and half of it's body was in and out and I flattened down at the bottom and it was this far away and it chomped a few times, but I survived it. And the work that they're doing is great, they're protecting sharks as well so I don't want to, you know ... I dont wanna do that anymore but I don't want to discount their work because they're doing great stuff, but it was absolutely terrifying."

We're glad Leo made it out in one piece! Check out his chat about the shark incident below: